Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 63'200 | 63'200 | 63'199 | 63'199 | 67'867 CHF | 68'499 CHF | 98.52% | 98.52% |
13.05.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 66'600 | 66'600 | 66'600 | 66'600 | 75'758 CHF | 76'424 CHF | 100.00% | 100.00% |
10.05.2024 | 0.90% | 1.12 CHF | 1.13 CHF | 55'400 | 55'400 | 55'400 | 55'400 | 61'240 CHF | 61'794 CHF | 100.00% | 100.00% |
08.05.2024 | 0.75% | 1.30 CHF | 1.31 CHF | 56'500 | 56'500 | 56'500 | 56'500 | 75'368 CHF | 75'933 CHF | 99.25% | 99.25% |
07.05.2024 | 0.72% | 1.31 CHF | 1.32 CHF | 53'100 | 53'100 | 53'094 | 53'094 | 73'919 CHF | 74'450 CHF | 95.46% | 95.46% |
06.05.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 52'600 | 52'600 | 52'600 | 52'600 | 72'346 CHF | 72'872 CHF | 98.43% | 98.43% |
03.05.2024 | 1.35% | 1.45 CHF | 1.47 CHF | 39'500 | 39'500 | 39'505 | 39'505 | 58'264 CHF | 59'054 CHF | 99.92% | 99.92% |
02.05.2024 | 1.13% | 1.83 CHF | 1.85 CHF | 39'800 | 39'800 | 39'796 | 39'796 | 70'444 CHF | 71'240 CHF | 100.00% | 100.00% |
30.04.2024 | 1.15% | 1.84 CHF | 1.86 CHF | 44'900 | 44'900 | 44'883 | 44'883 | 77'954 CHF | 78'852 CHF | 99.99% | 99.99% |
29.04.2024 | 1.23% | 1.69 CHF | 1.71 CHF | 45'400 | 45'400 | 44'497 | 44'497 | 72'146 CHF | 73'036 CHF | 99.98% | 99.98% |